Minimax optimization of the numerical-statistical similar trajectory method

DOI10.1134/S1064562412050055zbMath1260.49041MaRDI QIDQ1930845

Gennady A. Mikhailov, Sergey A. Rozhenko

Publication date: 14 January 2013

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

importance samplingminimax problemssimilar trajectory methodweighted Monte-Carlo method

Mathematics Subject Classification ID

Density estimation (62G07) Monte Carlo methods (65C05) Approximations to statistical distributions (nonasymptotic) (62E17) Optimality conditions for minimax problems (49K35)

Related Items (2)

Comparative analysis of vector algorithms for statistical modelling of polarized radiative transfer process ⋮ Modifications of the standard vector Monte Carlo estimate for characteristics analysis of scattered polarized radiation

Cites Work

• Weighted Monte Carlo algorithms with branching corresponding member of the RAS

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